+180.3%
IJR vs ETSY
+130.9%
+49.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -2.3% | -12.7% | +10.4% | -0.4% |
| 30D | -4.7% | -9.9% | +5.2% | -3.4% |
| 3M | +2.1% | +4.2% | -2.0% | +1.1% |
| 6M | +13.9% | +34.2% | -20.3% | +8.2% |
| YTD | +18.2% | +29.1% | -10.9% | +12.5% |
| 1Y | +21.8% | +23.8% | -2.0% | +15.7% |
| 3Y | +52.2% | +6.6% | +45.5% | +44.5% |
| 5Y | +40.1% | -67.0% | +107.1% | +48.1% |
| 10Y | +169.7% | +424.9% | -255.2% | +99.6% |
| All | +180.3% | +130.9% | +49.3% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling